Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Modelling and Forecasting Prices of Energy Sources in View of Poland's and Europe's Energy Security

2011/03/B/HS4/01134

Keywords:

energy prices energy market forecasting multivariate statistical analysis multivariate autoregressive models cointegration structural models nonlinear time series modelling dynamic panel data models

Descriptors:

  • HS4_3: Econometrics, statistical methods
  • HS4_1: Macroeconomics (incl. economic balance, economic growth, business cycles in global economy, labour economics)

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uniwersytet Ekonomiczny w Krakowie, Wydział Zarządzania

woj. małopolskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr Monika Papież 

Number of co-investigators in the project: 4

Call: OPUS 2 - announced on 2011-09-15

Amount awarded: 236 600 PLN

Project start date (Y-m-d): 2012-08-24

Project end date (Y-m-d): 2015-11-23

Project duration:: 39 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. Laptop (10 000 PLN)

Information in the final report

  • Publication in academic press/journals (6)
  • Articles in post-conference publications (7)
  • Book publications / chapters in book publications (1)
  1. Causality in mean and variance within the international steam coal market.
    Authors:
    Monika Papież, Sławomir Śmiech
    Academic press:
    Energy Economics (rok: 2013, tom: 36, strony: 594-604), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.eneco.2012.11.004 - link to the publication
  2. Analiza stabilności ocen parametrów modeli predykcyjnych dla cen energii na rynku dnia następnego
    Authors:
    Sławomir Śmiech
    Academic press:
    Ekonometria (rok: 2012, tom: 38(4), strony: 135-144), Wydawca: Uniwersytet Ekonomiczny we Wrocławiu
    Status:
    Published
    DOI:
    brak - link to the publication
  3. Economic Growth and Energy Consumption in Post-Communist Countries: a Bootstrap Panel Granger Causality Analysis
    Authors:
    Monika Papież, Sławomir Śmiech
    Academic press:
    Dynamic Econometric Models (rok: 2013, tom: 13, strony: 51-68), Wydawca: Wydawnictwo Naukowe UMK,
    Status:
    Published
    DOI:
    10.12775/DEM.2013.003 - link to the publication
  4. Wpływ cen surowców energetycznych na ceny spot energii elektrycznej na wybranych giełdach energii w Europie
    Authors:
    Monika Papież
    Academic press:
    Ekonometria (rok: 2012, tom: 38 (4), strony: 57-68), Wydawca: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
    Status:
    Published
    DOI:
    brak - link to the publication
  5. Energy consumption and economic growth in the light of meeting the targets of energy policy in the EU: The bootstrap panel Granger causality approach
    Authors:
    Sławomir Śmiech, Monika Papież
    Academic press:
    Energy Policy (rok: 2014, tom: 71, strony: 118-129), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.enpol.2014.04.005 - link to the publication
  6. Fossil fuel prices, exchange rate, and stock market: A dynamic causality analysis on the European market
    Authors:
    Sławomir Śmiech, Monika Papież
    Academic press:
    Economics Letters (rok: 2013, tom: 118, strony: 199-202), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.010 - link to the publication
  1. Asymmetric Price Transmission within the Atlantic Steam Coal Market
    Authors:
    Sławomir Śmiech
    Conference:
    31th International Conference Mathematical Methods in Economics (rok: 2013, ), Wydawca: College of Polytechnics Jihlava,
    Data:
    konferencja 11-13.09.2013
    Status:
    Published
    DOI:
    link to the publication
  2. CO2 emissions, energy consumption and economic growth in the Visegrad Group countries : a panel data analysis
    Authors:
    Monika Papież
    Conference:
    31th International Conference Mathematical Methods in Economics (rok: 2013, ), Wydawca: College of Polytechnics Jihlava,
    Data:
    konferencja 11-13.09.2013
    Status:
    Published
    DOI:
    link to the publication
  3. Energy Consumption and Economic Growth in Central and Eastern European Countries: a Panel Data Analysis
    Authors:
    Sławomir Śmiech, Monika Papież
    Conference:
    7th International Days of Statistics and Economics (rok: 2013, ), Wydawca: Libuše Macáková, MELANDRIUM, Fügnerova 691 274 01 Slaný
    Data:
    konferencja September 19-21, 2013
    Status:
    Published
    DOI:
    link to the publication
  4. Some aspects of energy security in the EU member countries in the period 2000-2010
    Authors:
    Sławomir Śmiech
    Conference:
    7th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena (rok: 2013, ), Wydawca: Foundation of the Cracow University of Economics
    Data:
    konferencja 7-10.05.2013
    Status:
    Published
    DOI:
    link to the publication
  5. Exploratory data analysis of energy security in the EU member countries in the period 2000 – 2010
    Authors:
    Sławomir Śmiech, Monika Papież
    Conference:
    28th International Workshop on Statistical Modelling (rok: 2013, ), Wydawca: Universita di Palermo
    Data:
    konferencja 8-12.07.2013
    Status:
    Published
    DOI:
    link to the publication
  6. Convergence of Energy Security Level in the EU Member Countries
    Authors:
    Monika Papież
    Conference:
    7th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena (rok: 2013, ), Wydawca: Foundation of the Cracow University of Economics
    Data:
    konferencja 7-10.05.2013
    Status:
    Published
    DOI:
    link to the publication
  7. Energy consumption and economic growth in the light of meeting the targets of energy policy in the EU
    Authors:
    Sławomir Śmiech, Monika Papież
    Conference:
    11th International Conference on the European Energy Market (rok: 2014, ), Wydawca: IEEE, 345 E 47TH ST, NEW YORK, NY 10017 USA
    Data:
    konferencja 28-30 May, 2014, Kraków, Poland
    Status:
    Published
    DOI:
    link to the publication
  1. Modelowanie i prognozowanie cen surowców energetycznych.
    Authors:
    Monika Papież, Sławomir Śmiech
    Book:
    Modelowanie i prognozowanie cen surowców energetycznych. (rok: 2015, tom: 1, strony: 1-227), Wydawca: Wydawnictwo C.H. Beck
    Status:
    Published
    DOI:
    link to the publication

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